Rayvt’s Activity

Yesterday

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Rayvt replied to the Mechanical Investing board. 2:47 PM

Re: A Weighted* View

"It has existed since 1980, a real good entry point from a valuation perspective."

This is known only because of hindsight.
Nobody knows if valuation levels of today are high, low, average, stretched, maintainable, or
[more]

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Rayvt replied to the Mechanical Investing board. 2:17 PM

Re: A Weighted* View

how bout you demonstrate a disciplined market timer results in real time?
You don't even have to show what screen/s or timing method used, just that it has to be real time with real money. After a few market cycles we might get an idea of it's
[more]

Fri Apr 24

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Rayvt replied to the Mechanical Investing board. 9:54 PM

Re: A Weighted* View

"Timing the market in a disciplined way it is pretty easy to get roughly equal returns, while substantially improving volatility, maximum drawdown, and Sortino Ratio."

If you say so. Show me a real money real world case and I
[more]

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Rayvt replied to the Mechanical Investing board. 7:20 PM

Re: A Weighted* View

Why do people try to time the market despite the overwhelming evidence it hurts returns?

Actually, any such evidence is that of people trying to time the market in undisciplined, emotionally-driven ways.

Timing the market in [more]

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Rayvt replied to the Mechanical Investing board. 1:10 PM

Re: SI-Pro subscription - great pricing offer

For the periods studied, the relationship between subsequent actual returns and Value Line’s forecasts was inverse whenever it was statistically significant.

Which adds weight to my contention that all predictions are garbage.

Thu Apr 23

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Rayvt replied to the Mechanical Investing board. 11:20 PM

Re: A Weighted* View

What does it matter if "anyone is using the screens and how"?

I take it you're heading the Membership Committee. LOL, Bite me.

Dan


No thanks.

My question was serious -- why does it matter? Are you [more]

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Rayvt replied to the Mechanical Investing board. 5:07 AM

Re: Allocation strategy based on trailing Sharpe

Have you look at TLT / TBF / GLD?

Ugh. There are so many actual and potential hidden pitfalls & risks with shorts that I don't want to touch them with a 10 foot pole. "Too clever by half" is the phrase that comes to [more]

Wed Apr 22

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Rayvt replied to the Mechanical Investing board. 6:04 PM

Re: Allocation strategy based on trailing Sharpe

Every screen I use has TLT has a component, so as you may imagine I've spent a bit of time thinking about this. I agree with the general proposition that bonds will not soon be what they once were. But my experience, and also my inference from [more]

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Rayvt replied to the Retirement Investing board. 11:08 AM

Re: SS

"Or is mostly a matter of running up the score and getting a big "score" from SS?"

I don't see anything wrong with running up the score.


Yah, me neither, but it's kinda like running up the score of a [more]

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Rayvt replied to the Mechanical Investing board. 7:26 AM

Re: trailing stop loss on SPY


If my dad (who is in his mid-80's and not too experienced technologically) were interested in using the 99 day strategy, is there some place he could easily follow what the strategy is currently recommending (i.e., in or out)?


It [more]

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Rayvt replied to the Mechanical Investing board. 7:19 AM

Re: Allocation strategy based on trailing Sharpe

He then utilizes this allocate on SPY (S&P 500) and TLT (Treasuries) for the next month

The problem is that he is using TLT during a period where interest rates had a once-in-several-lifetimes decline and hence TLT went up. This [more]

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Rayvt replied to the Mechanical Investing board. 6:03 AM

Re: Way OT: Just published my first book (on tra

I have dreamed of traveling the world since childhood but now that the possibility of that coming to fruition soon I have changed my dreams.

The USA offers too much and one can experience wide ranges of culture right
[more]

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Rayvt replied to the Mechanical Investing board. 5:48 AM

Re: A Weighted* View

I do lurk here off an on. Enough to get the gist of the posts, but not enough to understand who's doing what as far as investing with any of the screens. I do understand why not everyone is anxious to share their experiences and results, but it [more]

Tue Apr 21

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Rayvt replied to the Retirement Investing board. 11:20 PM

Re: SS

If you think you'll live longer than age 81, it makes financial sense to delay your benefit to age 70 to get a bigger monthly check.

Why?

This is something that I just don't get. Maybe it's me.

This posits a person [more]

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Rayvt replied to the Retirement Investing board. 10:59 PM

Re: Retirement Planner

As far as expenses go, I believe the 4% rule is fairly accurate as long as the 4% is not established in year 1 of retirement and an inflation factor added each year thereafter. I think it's safer to use 4% each year but also establish a maximum [more]

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Rayvt replied to the Retirement Investing board. 10:29 PM

Re: Taking SS

Don't focus on the "70". Focus on the "82", which is the age at which you "break even."

Right from the SSA:
SS cohort life expectancy, born in mid-1940's to mid-1950's:
age LE (yrs) age at [more]

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Rayvt replied to the Options - You Make the Call board. 9:34 PM

Re: Portfolio Protection

Starting to look at portfolio protection.

In general, "portfolio protection" insurance is a losing proposition; the ongoing cost is simply too high.

IMHO, of course. But then, I think covered calls is one of the [more]

Mon Mar 9

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Rayvt replied to the Retirement Investing board. 8:50 PM

Re: Investing in Solar


If the reason you are considering holding the mortgage on your home is because that's the only way that you can sell the home for what you think it's worth including the solar installation, I would suggest that making another bad
[more]

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Rayvt replied to the Mechanical Investing board. 9:08 AM

Re: Way Way OT

Hawaii: Where it sometimes gets so cold you have to put on a shirt.

Sun Mar 8

NL

Boards Post

Rayvt replied to the Mechanical Investing board. 5:50 PM

Re: O'Shaughnessy's TV last 5 years

I think there is a difference between market inefficiencies getting squashed and ways to leverage whatever an asset has in it to give. Wouldn't it be very hard (impossible) to ever "arbitrage" away value or momentum? Two sides of the [more]

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Boards Stats & Trivia

Big gold star, 5000 posts Top Favorite Fools
Board Posts 10752
Recs Received 19711
People who have rec'd these posts 2683
Recs to Posts Ratio (last 30 days) 4.60
Threads Started 476
Threads Started Percentage 4.43 %
Most Frequent Board Mechanical Investing
Very First Post Re: BTD using margin accounts? (4/28/1997)
Percentage of Posts Rec'd 42.20 %
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